S&P GSCI All Crude Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.54% (+1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8182 | 5.29 | |
| 0.0577 | 53.08 | |
| 0.9946 | 978.95 | |
| 6.4347 | 9.03 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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